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Schneider, Johannes ; Morgenstern, Ingo ; Singer, Johannes Maria

Bouncing towards the optimum: Improving the results of Monte Carlo optimization algorithms

Schneider, Johannes, Morgenstern, Ingo und Singer, Johannes Maria (1998) Bouncing towards the optimum: Improving the results of Monte Carlo optimization algorithms. Physical Review E (PRE) 58 (4), S. 5085-5095.

Veröffentlichungsdatum dieses Volltextes: 09 Aug 2010 12:13
Artikel
DOI zum Zitieren dieses Dokuments: 10.5283/epub.16106


Zusammenfassung

Simulated annealing and related Monte Carlo-type optimization algorithms are used to apply statistical physics concepts, in particular ideas from the statistical mechanics of spin glasses, to find optimal configurations for combinatorial optimization problems. There are formal proofs showing that these algorithms converge asymptotically (i.e.—possibly—for infinitely long simulation times) to a ...

Simulated annealing and related Monte Carlo-type optimization algorithms are used to apply statistical physics concepts, in particular ideas from the statistical mechanics of spin glasses, to find optimal configurations for combinatorial optimization problems. There are formal proofs showing that these algorithms converge asymptotically (i.e.—possibly—for infinitely long simulation times) to a global optimum. Practical implementations, however, only allow for finite simulation times, and, thus, the annealing process is often trapped in energetically higher, suboptimal configurations. In this work we present an algorithm—we call it bouncing— which takes the final low-energy configuration of, e.g., a conventional monotonically cooled annealing run as an input and subjects it to a schedule of repeatedly reheating and cooling. The maximum of a susceptibility and a specific-heat-like quantity sampled during the initial monotonic cooling process serve as lower and upper starting temperature bounds for this secondary heating and cooling. We present, in addition to a serial implementation, a recipe for a parallel computer, and provide a number of results showing the success of the bouncing method for a particularly prominent example of a combinatorial optimization problem: the traveling salesman problem.



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Details

DokumentenartArtikel
Titel eines Journals oder einer ZeitschriftPhysical Review E (PRE)
Verlag:American Physical Society
Band:58
Nummer des Zeitschriftenheftes oder des Kapitels:4
Seitenbereich:S. 5085-5095
DatumOktober 1998
InstitutionenPhysik > Institut für Theoretische Physik > Professor Morgenstern
Identifikationsnummer
WertTyp
10.1103/PhysRevE.58.5085DOI
Verwandte URLs
URLURL Typ
http://link.aps.org/doi/10.1103/PhysRevE.58.5085Verlag
Klassifikation
NotationArt
02.70.Lq, 02.50.-r, 02.50.Ga, 89.20.+aPACS
Dewey-Dezimal-Klassifikation500 Naturwissenschaften und Mathematik > 530 Physik
StatusVeröffentlicht
BegutachtetUnbekannt / Keine Angabe
An der Universität Regensburg entstandenUnbekannt / Keine Angabe
Dokumenten-ID16106

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